How do I execute this type of punctuation?

I was browsing a rather amusing old thread OP’ed by a jazz-dissenter when I came across this post of Eve’s that caught my eye with this sort of dash/ellipse/what’s it called?.

How do I execute this? I can’t find the key, and I like the look as opposed to my current use of [space]–[space] for a dash/ellipse/WIC?. Thanks!

—, or a non-breaking em dash is accomplished by holding down the <alt> key, typing 0151 on the number pad, then releasing the <alt> key. ———